+22.7%
SCHW vs MLM
+27.9%
-5.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.3% |
| 7D | +4.5% | -3.8% | +8.4% | +6.2% |
| 30D | -4.1% | +11.0% | -15.1% | -8.5% |
| 3M | -13.6% | -3.1% | -10.5% | -12.7% |
| 6M | +5.0% | -9.8% | +14.7% | +8.3% |
| YTD | -6.3% | -14.4% | +8.1% | -1.8% |
| 1Y | -1.4% | -12.6% | +11.2% | +2.1% |
| 3Y | +77.6% | +19.7% | +57.9% | +49.9% |
| 5Y | +22.7% | +29.8% | -7.0% | -1.1% |
| All | +22.7% | +27.9% | -5.2% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling